DAX Index Future December 2011

Trading Metrics calculated at close of trading on 12-Oct-2011

Day Change Summary
	Previous	Current
	11-Oct-2011	12-Oct-2011	Change	Change %	Previous Week
Open	5,878.5	5,845.5	-33.0	-0.6%	5,356.0
High	5,894.0	6,038.5	144.5	2.5%	5,759.0
Low	5,783.0	5,807.0	24.0	0.4%	5,132.0
Close	5,869.0	5,994.5	125.5	2.1%	5,681.5
Range	111.0	231.5	120.5	108.6%	627.0
ATR	220.8	221.5	0.8	0.3%	0.0
Volume	139,196	180,345	41,149	29.6%	1,005,409

Daily Pivots for day following 12-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,641.2	6,549.3	6,121.8
R3	6,409.7	6,317.8	6,058.2
R2	6,178.2	6,178.2	6,036.9
R1	6,086.3	6,086.3	6,015.7	6,132.3
PP	5,946.7	5,946.7	5,946.7	5,969.6
S1	5,854.8	5,854.8	5,973.3	5,900.8
S2	5,715.2	5,715.2	5,952.1
S3	5,483.7	5,623.3	5,930.8
S4	5,252.2	5,391.8	5,867.2

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,405.2	7,170.3	6,026.4
R3	6,778.2	6,543.3	5,853.9
R2	6,151.2	6,151.2	5,796.5
R1	5,916.3	5,916.3	5,739.0	6,033.8
PP	5,524.2	5,524.2	5,524.2	5,582.9
S1	5,289.3	5,289.3	5,624.0	5,406.8
S2	4,897.2	4,897.2	5,566.6
S3	4,270.2	4,662.3	5,509.1
S4	3,643.2	4,035.3	5,336.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,038.5	5,464.0	574.5	9.6%	187.5	3.1%	92%	True	False	175,609
10	6,038.5	5,132.0	906.5	15.1%	196.9	3.3%	95%	True	False	184,353
20	6,038.5	4,980.0	1,058.5	17.7%	207.4	3.5%	96%	True	False	191,002
40	6,038.5	4,971.0	1,067.5	17.8%	207.7	3.5%	96%	True	False	105,419
60	7,425.0	4,971.0	2,454.0	40.9%	227.4	3.8%	42%	False	False	70,566
80	7,575.5	4,971.0	2,604.5	43.4%	195.3	3.3%	39%	False	False	53,012
100	7,575.5	4,971.0	2,604.5	43.4%	174.6	2.9%	39%	False	False	42,982
120	7,680.0	4,971.0	2,709.0	45.2%	160.1	2.7%	38%	False	False	35,835

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	41.8
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,022.4
2.618	6,644.6
1.618	6,413.1
1.000	6,270.0
0.618	6,181.6
HIGH	6,038.5
0.618	5,950.1
0.500	5,922.8
0.382	5,895.4
LOW	5,807.0
0.618	5,663.9
1.000	5,575.5
1.618	5,432.4
2.618	5,200.9
4.250	4,823.1

Fisher Pivots for day following 12-Oct-2011
Pivot	1 day	3 day
R1	5,970.6	5,946.2
PP	5,946.7	5,897.8
S1	5,922.8	5,849.5

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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